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RBA Glossary definition for APRA

APRA – Australian Prudential Regulation Authority. APRA is the prudential regulator of the Australian financial services industry. It oversees banks, credit unions, building societies, general insurance and reinsurance companies, life insurance companies, friendly societies, and most members of the superannuation industry.

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11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
The ‘hypothetical’ scenario is calibrated similarly to the stress-test scenario in APRA (2010), in which a global deterioration in economic conditions causes a downturn in Australia that is significantly worse ... DAR) generated by the model. Using
https://www.rba.gov.au/publications/rdp/2015/2015-01/results.html

References

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
APRA (Australian Prudential Regulation Authority) (2010), ‘Stress-Testing for Authorised Deposit-Taking Institutions’, APRA.
https://www.rba.gov.au/publications/rdp/2015/2015-01/references.html

Literature Review

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
See APRA (2010) for more information on regulatory stress-testing practices in general.
https://www.rba.gov.au/publications/rdp/2015/2015-01/literature-review.html

Limitations and Future Work

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
The one-period nature of the model means that the impact on ADIs cannot be compared with that predicted by APRA in its stress tests using scenarios with a time dimension.
https://www.rba.gov.au/publications/rdp/2015/2015-01/limitations-future-work.html